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	param	t-stat
$ω$	1.9822	0.85
$α$	0.0715	0.20
$β$	0.9285	2.62
$γ_{1}$	-0.1207	-0.22
$γ_{2}$	0.1935	0.25
$γ_{3}$	-0.1278	-0.55

V-Lab

Eaton Vance Corp Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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